+102.1%
USO vs TSLQ
-95.5%
+197.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +5.6% |
| 7D | +11.5% | +5.7% | +5.8% | +11.4% |
| 30D | +24.1% | -21.1% | +45.2% | +24.3% |
| 3M | +17.9% | -11.5% | +29.4% | +17.9% |
| 6M | +49.6% | -14.9% | +64.5% | +49.7% |
| YTD | +129.0% | +2.4% | +126.6% | +130.5% |
| 1Y | +112.0% | -49.8% | +161.8% | +110.4% |
| All | +102.1% | -95.5% | +197.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling